Fast solution of the radial basis function interpolation equations: Domain decomposition methods

• Published in: SIAM journal on scientific computing Vol. 22; no. 5; pp. 1717 - 1740
• Main Authors: BEATSON, R. K, LIGHT, W. A, BILLINGS, S
• Format: Journal Article
• Language: English
• Published: Philadelphia, PA Society for Industrial and Applied Mathematics 2001
• Subjects: Applied mathematics; Approximation; Decomposition; Exact sciences and technology; Hilbert space; Mathematics; Methods; Numerical analysis; Numerical analysis. Scientific computation; Numerical approximation; Numerical linear algebra; Polynomials; Sciences and techniques of general use; Polyharmonic operator; Radial solution; Center; Fitting; Decomposition method; Symmetric function; Algorithm; Numerical algorithmics; Factorization; Spline; System; Radial basis function; Projection method; Interpolation; Radial equation; Cholesky method; Dependence; Hilbert space; Fast algorithm; Domain decomposition; Interpolation equation
• ISSN: 1064-8275; 1095-7197
• DOI: 10.1137/s1064827599361771

In this paper we consider domain decomposition methods for solving the radial basis function interpolation equations. There are three interwoven threads to the paper. The first thread provides good ways of setting up and solving small- to medium-sized radial basis function interpolation problems. These may occur as subproblems in a domain decomposition solution of a larger interpolation problem. The usual formulation of such a problem can suffer from an unfortunate scale dependence not intrinsic in the problem itself. This scale dependence occurs, for instance, when fitting polyharmonic splines in even dimensions. We present and analyze an alternative formulation, available for all strictly conditionally positive definite basic functions, which does not suffer from this drawback, at least for the very important example previously mentioned. This formulation changes the problem into one involving a strictly positive definite symmetric system, which can be easily and efficiently solved by Cholesky factorization. The second section considers a natural domain decomposition method for the interpolation equations and views it as an instance of von Neumann's alternating projection algorithm. Here the underlying Hilbert space is the reproducing kernel Hilbert space induced by the strictly conditionally positive definite basic function. We show that the domain decomposition method presented converges linearly under very weak nondegeneracy conditions on the possibly overlapping subdomains. The last section presents some algorithmic details and numerical results of a domain decomposition interpolatory code for polyharmonic splines in 2 and 3 dimensions. This code has solved problems with 5 million centers and can fit splines with 10,000 centers in approximately 7 seconds on very modest hardware.